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EELDX vs. AGEPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EELDX and AGEPX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

EELDX vs. AGEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and American Beacon Frontier Markets Income Fund (AGEPX). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.28%
5.88%
EELDX
AGEPX

Key characteristics

Sharpe Ratio

EELDX:

4.41

AGEPX:

4.26

Sortino Ratio

EELDX:

6.89

AGEPX:

6.22

Omega Ratio

EELDX:

2.10

AGEPX:

2.00

Calmar Ratio

EELDX:

7.96

AGEPX:

4.27

Martin Ratio

EELDX:

34.63

AGEPX:

29.27

Ulcer Index

EELDX:

0.41%

AGEPX:

0.50%

Daily Std Dev

EELDX:

3.20%

AGEPX:

3.46%

Max Drawdown

EELDX:

-19.13%

AGEPX:

-21.26%

Current Drawdown

EELDX:

-0.50%

AGEPX:

-0.70%

Returns By Period

In the year-to-date period, EELDX achieves a 13.57% return, which is significantly lower than AGEPX's 14.28% return. Over the past 10 years, EELDX has outperformed AGEPX with an annualized return of 5.92%, while AGEPX has yielded a comparatively lower 5.19% annualized return.


EELDX

YTD

13.57%

1M

0.13%

6M

5.28%

1Y

14.13%

5Y*

5.40%

10Y*

5.92%

AGEPX

YTD

14.28%

1M

0.28%

6M

5.88%

1Y

14.41%

5Y*

4.59%

10Y*

5.19%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EELDX vs. AGEPX - Expense Ratio Comparison

EELDX has a 0.78% expense ratio, which is lower than AGEPX's 1.38% expense ratio.


AGEPX
American Beacon Frontier Markets Income Fund
Expense ratio chart for AGEPX: current value at 1.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.38%
Expense ratio chart for EELDX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%

Risk-Adjusted Performance

EELDX vs. AGEPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and American Beacon Frontier Markets Income Fund (AGEPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for EELDX, currently valued at 4.41, compared to the broader market-1.000.001.002.003.004.004.414.26
The chart of Sortino ratio for EELDX, currently valued at 6.89, compared to the broader market-2.000.002.004.006.008.0010.006.896.22
The chart of Omega ratio for EELDX, currently valued at 2.10, compared to the broader market0.501.001.502.002.503.003.502.102.00
The chart of Calmar ratio for EELDX, currently valued at 7.96, compared to the broader market0.002.004.006.008.0010.0012.0014.007.964.27
The chart of Martin ratio for EELDX, currently valued at 34.63, compared to the broader market0.0020.0040.0060.0034.6329.27
EELDX
AGEPX

The current EELDX Sharpe Ratio is 4.41, which is comparable to the AGEPX Sharpe Ratio of 4.26. The chart below compares the historical Sharpe Ratios of EELDX and AGEPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.503.003.504.004.505.005.506.00JulyAugustSeptemberOctoberNovemberDecember
4.41
4.26
EELDX
AGEPX

Dividends

EELDX vs. AGEPX - Dividend Comparison

EELDX's dividend yield for the trailing twelve months is around 7.89%, less than AGEPX's 10.63% yield.


TTM20232022202120202019201820172016201520142013
EELDX
Eaton Vance Emerging Markets Debt Opportunities Fund
7.89%9.07%9.15%7.89%7.69%7.87%8.13%7.87%4.12%1.65%3.98%3.70%
AGEPX
American Beacon Frontier Markets Income Fund
10.63%9.40%8.76%7.66%7.08%8.40%9.57%7.08%7.84%7.43%2.96%0.00%

Drawdowns

EELDX vs. AGEPX - Drawdown Comparison

The maximum EELDX drawdown since its inception was -19.13%, smaller than the maximum AGEPX drawdown of -21.26%. Use the drawdown chart below to compare losses from any high point for EELDX and AGEPX. For additional features, visit the drawdowns tool.


-1.40%-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.50%
-0.70%
EELDX
AGEPX

Volatility

EELDX vs. AGEPX - Volatility Comparison

The current volatility for Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) is 1.19%, while American Beacon Frontier Markets Income Fund (AGEPX) has a volatility of 1.30%. This indicates that EELDX experiences smaller price fluctuations and is considered to be less risky than AGEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.70%0.80%0.90%1.00%1.10%1.20%1.30%JulyAugustSeptemberOctoberNovemberDecember
1.19%
1.30%
EELDX
AGEPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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